+12.5%
DLS vs SPY
+12.3%
+0.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.5% | -3.3% | +1.8% | +1.1% |
| 3M | -3.2% | -2.4% | -0.7% | -1.4% |
| 6M | -1.8% | +2.6% | -4.3% | -4.2% |
| YTD | +7.5% | +11.2% | -3.7% | -3.1% |
| All | +12.5% | +12.3% | +0.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling